+208.8%
C vs HL
+110.9%
+97.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +1.1% |
| 7D | -0.4% | +8.2% | -8.5% | -1.3% |
| 30D | -5.2% | -16.3% | +11.1% | -3.4% |
| 3M | -9.1% | -18.6% | +9.5% | -7.5% |
| 6M | -1.6% | -23.2% | +21.6% | +0.2% |
| YTD | +6.9% | -25.5% | +32.4% | +8.0% |
| 1Y | +23.0% | -4.8% | +27.7% | +20.5% |
| 3Y | +216.1% | +281.4% | -65.3% | +152.8% |
| 5Y | +112.2% | +137.8% | -25.6% | +73.7% |
| 10Y | +208.8% | +135.5% | +73.3% | +111.3% |
| All | +208.8% | +110.9% | +97.9% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling